Question

What is the best way to build a program that is thread safe in terms that it needs to write double values to a file. If the function that saves the values via streamwriter is being called by multiple threads? Whats the best way of doing it?

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Code from comment:

    static void Main()
    {
        List<double> Values = new List<double>();
        StreamWriter writer = new StreamWriter("test.out");

        for (int i = 0; i < 1000; i++) Values.Add(i);

        foreach (double V in Values)
        {
            ThreadPool.QueueUserWorkItem(delegate(object state) { SaveValues(writer, V); }, V);
        }
    }

    static void SaveValues(StreamWriter writer, double Value)
    {
        lock (writer) writer.WriteLine(Value);
    } 

Answer 1

Edit, after decoding the code in your comment

Your problem is not with locking or threads but with capturing the loop variable. This is a classic problem, all your threads run with a ‘capture’ of the single V variable, and by the time the threads are executed it will have reached its final value of 999. Except maybe for the first few Workitems.

So, instead of :

foreach (double V in Values)
{  
   ThreadPool.QueueUserWorkItem(delegate(object state) 
        { SaveValues(writer, V); }, V); // use of captured V: almost always 999
}

use

foreach (double V in Values)
{
    double W = V;
    ThreadPool.QueueUserWorkItem(delegate(object state)
       { SaveValues(writer, W); }, V);
}

or, a little more concise,

foreach (double V in Values)
{
    double W = V;
    ThreadPool.QueueUserWorkItem((state) => SaveValues(writer, W));
}

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As a variation on @Matti’s answer, it is recommended to lock on a separate simple object. This reduces the risk of anything else locking on the same object (the StreamWriter code itself for instance).

private StreamWriter writer = ...;         
private Object writerLock = new Object();  // don't expose through a property 
// or any other way

lock (writerLock)
{
    writer.Write(...);
}

But the way you have set up the SaveValues(StreamWriter writer, ...) method make it a little more complicated. It is better to have an object where writer and writerLock are both private members.